+160.3%
EBAY vs XYL
+15.7%
+144.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +4.2% | +1.2% | +3.0% | +3.6% |
| 30D | +5.6% | -11.9% | +17.6% | +11.5% |
| 3M | -1.4% | -1.5% | +0.1% | -1.6% |
| 6M | +18.2% | -11.9% | +30.1% | +24.0% |
| YTD | +24.8% | -20.6% | +45.4% | +37.2% |
| 1Y | +18.0% | -23.5% | +41.5% | +32.5% |
| 3Y | +160.3% | +14.9% | +145.4% | +126.7% |
| All | +160.3% | +15.7% | +144.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling